S30NAF Example Program Results Heston's Stochastic volatility Model European Call : Spot = 100.0000 Volatility of vol = 0.2250 Mean reversion = 2.0000 Correlation = 0.0000 Variance = 0.0100 Mean of variance = 0.0100 Risk aversion = 1.0000 Rate = 0.0500 Dividend = 0.0000 Strike Expiry Option Price 100.0000 0.5000 4.0851